Paloma Partners Management Co Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$6.1B

Holdings

1,455

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (1,455 positions)

#StockSharesValue% PortfolioType
1
SPYS&P 500 DEPOSITORY RECEIPT
6,500,919$1.3T21939.73%Put
2
IWMISHARES TR-RUSSELL 2000 IDX
2,551,139$282.2B4633.25%Put
3
BIIBBIOGEN INC
932,046$242.6B3983.48%Put
4
GILDGILEAD SCIENCES INC
1,645,031$151.1B2480.94%Put
5
GQ9SPDR GOLD TRUST
1,001,657$117.8B1933.95%Put
6
EMC CORP-MASS
3,114,270$83.0B1362.62%Put
7
WFCWELLS FARGO & COMPANY
1,715,444$83.0B1362.01%Put
8
NASDAQ-100
727,870$79.5B1304.94%Put
9
JPMJPMORGAN CHASE & CO
1,280,122$75.8B1244.63%Put
10
AMGNAMGEN INC
503,767$75.5B1240.06%Put
11
EFAISHARES MSCI EAFE INDEX FUND
1,166,889$66.7B1094.48%Put
12
XLEAMEX ENERGY SELECT SPDR IDX
911,223$56.4B926.33%Put
13
AMZNAMAZON.COM INC
71,846$42.6B700.22%Put
14
INTCINTEL CORP
1,303,600$42.2B692.38%Put
15
IYRISHARES DJ US REAL ESTATE
523,584$40.8B669.29%Put
16
ALLERGAN INC
140,748$37.7B619.35%Put
17
KLACKLA - TENCOR CORP
505,005$36.8B603.67%
18
CMICUMMINS INC
312,606$34.4B564.27%Put
19
MARKET VEXTORS GOLD MINERS
1,647,400$32.9B540.40%Put
20
GEGENERAL ELECTRIC CO
1,031,645$32.8B538.46%Put
21
IPATH S&P 500 VIX S/T FU ETN
1,840,070$32.4B532.01%Put
22
BABOEING CO
251,826$32.0B524.81%Put
23
MMM3M CO
191,146$31.9B522.93%Put
24
CVXCHEVRON CORP
324,566$31.0B508.35%Put
25
XLVHEALTH CARE SELECT SECTOR
431,865$29.3B480.59%Put
26
SNDKSANDISK CORP
367,100$27.9B458.52%Put
27
CMECME GROUP INC
274,918$26.4B433.53%Put
28
EEMISHARES MSCI EMERGING MKT IN
766,100$26.2B430.79%Put
29
XLYCONSUMER DISCRET SELECT SPDR
330,700$26.1B429.20%Put
30
UNHUNITED HEALTH GROUP INC
195,475$25.2B413.67%Put
31
CLECO CORP
437,645$24.2B396.69%
32
XMESPDR METALS & MINING ETF
1,158,532$23.7B389.74%Put
33
XLFIAMER CONS STAPLES SPDR IDX
436,858$23.2B380.50%Put
34
AIGAMERICAN INTL GRP
414,432$22.4B367.74%Put
35
TIME WARNER CABLE-A
107,250$21.9B360.29%
36
XLIINDUSTRIAL SELECT SECT SPDR
360,400$20.0B328.21%Put
37
YAHOO! INC
508,127$18.7B307.08%
38
TLTISHARES BARCLAYS 20+ YR TREAS
136,612$17.8B292.94%Put
39
AAPLAPPLE INC
161,360$17.6B288.73%Put
40
FWONALIBERTY MEDIA CORP - C
454,744$17.3B284.39%
41
DISTHE WALT DISNEY CO
173,616$17.2B283.06%Put
42
MSFTMICROSOFT CORP
296,427$16.4B268.79%Put
43
AXPAMERICAN EXPRESS COMPANY
264,607$16.2B266.73%Put
44
CELGCELGENE CORP
161,752$16.2B265.82%Put
45
BMYBRISTOL MYERS SQUIBB
252,756$16.1B265.07%Put
46
BKNGPRICELINE.COM INC
12,375$16.0B261.88%Put
47
CLXCLOROX CO
126,215$15.9B261.21%
48
IBMIBM CORP
99,679$15.1B247.88%Put
49
MAMASTERCARD INC-CLASS A
155,984$14.7B242.00%Put
50
WMTWAL-MART STORES INC
214,408$14.7B241.10%Put
51
ADBEADOBE SYSTEMS INC
154,704$14.5B238.26%Put
52
CBCHUBB LTD
120,452$14.4B235.63%
53
PGPROCTER & GAMBLE
171,662$14.1B231.95%Put
54
DYHTARGET CORP
171,037$14.1B231.05%Put
55
SBUXSTARBUCKS CORP
228,715$13.7B224.19%Put
56
QCOMQUALCOMM INC.
265,211$13.6B222.69%Call
57
TAT&T INC
343,847$13.5B221.13%Put
58
CFRCULLEN/FROST BANKERS INC
241,937$13.3B218.90%
59
GOOGLALPHABET INC-CL A
17,424$13.3B218.23%Put
60
FXIISHARES FTSE CHINA 25 INDEX FU
391,800$13.2B217.23%Put
61
PFEPFIZER INC
443,622$13.1B215.88%Put
62
DALDELTA AIR LINES INC
269,685$13.1B215.52%Put
63
FDXFEDEX CORP
77,041$12.5B205.85%Put
64
PRUPRUDENTIAL FINANCIAL INC
171,156$12.4B202.94%Put
65
CMGCHIPOTLE MEXICAN GRILL-CL A
26,115$12.3B201.94%Put
66
XOMEXXON MOBIL CORP
146,863$12.3B201.55%Put
67
XLFAMEX FINANCIAL SELECT SPDR IDX
536,554$12.1B198.30%Put
68
COFCAPITAL ONE FINL
173,247$12.0B197.11%Put
69
CPBCAMPBELL SOUP CO
187,714$12.0B196.60%Put
70
COSTCOSTCO WHOLESALE CORP
75,473$11.9B195.24%Put
71
MCDMCDONALDS CORP
93,638$11.8B193.21%
72
ITC HOLDINGS CORP
266,636$11.6B190.74%
73
NKENIKE INC CL B STOCK
187,039$11.5B188.79%Put
74
XLUUTILITIES SELECT SECTOR INDX
230,900$11.5B188.10%Put
75
TSNTYSON FOODS INC - CL A
168,888$11.3B184.85%Put
76
SLVISHARES SILVER TRUST
763,401$11.2B184.00%Call
77
HCP
341,021$11.1B182.42%
78
CVCEURCABLEVISION SYSTEMS CL A
336,195$11.1B182.17%Call
79
CSCOCISCO SYSTEMS INC
388,957$11.1B181.80%Put
80
TXNTEXAS INSTRUMENTS INC
192,550$11.1B181.52%Put
81
METMETLIFE INC
250,878$11.0B180.99%Put
82
TRVCCITIGROUP INC
254,738$10.6B174.60%Put
83
LRCXEURLAM RESEARCH
128,431$10.6B174.16%Put
84
CICIGNA CORP
77,119$10.6B173.77%Put
85
ORCLORACLE CORP
257,185$10.5B172.73%Put
86
WHRWHIRLPOOL CORP
57,723$10.4B170.93%Put
87
MRKMERCK & CO
193,634$10.2B168.20%Put
88
RITE AID CORP
1,253,389$10.2B167.69%Put
89
ADT CORP/THE
247,238$10.2B167.50%Call
90
CRMSALESFORCE.COM INC
136,100$10.0B164.95%Put
91
UTXZUNITED TECHNOLOGIES
99,869$10.0B164.11%Put
92
PNCPNC FINANCIAL SERVICES GROUP
117,103$9.9B162.64%Put
93
CBS CORP- CL B
176,359$9.7B159.52%Put
94
EXPRESS SCRIPTS HOLDING CO
141,363$9.7B159.42%Put
95
UPSUNITED PARCEL SERVICE-CL B
91,152$9.6B157.84%Put
96
DUPONT EI DE NEMOURS & CO
147,583$9.3B153.43%
97
BACVERIZON COMMUNICATIONS
172,325$9.3B153.00%Put
98
HONHONEYWELL INTL INC
82,684$9.3B152.11%Put
99
PSXPHILLIPS 66-W/I
106,852$9.3B151.90%Put
100
MARMARRIOTT INTL - CL A - NEW
126,782$9.0B148.16%Put
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